Futures trading and the excess comovement of commodity prices
Year of publication: |
2013-05
|
---|---|
Authors: | Sévi, Benoît ; Le Pen, Yannick |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Commodity excess comovement hypothesis | factors model | heteroscedasticity-corrected correlation | commodity index | futures trading |
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